ICICIBANK
Icici Bank Ltd.
Historical option data for ICICIBANK
20 Dec 2024 04:10 PM IST
| ICICIBANK 26DEC2024 1430 CE | ||||||||||
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Delta: 0.01
Vega: 0.06
Theta: -0.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1288.40 | 0.3 | -0.15 | 35.38 | 113 | -46 | 423 | |||
| 19 Dec | 1286.90 | 0.45 | -0.15 | 35.21 | 271 | -169 | 473 | |||
| 18 Dec | 1314.15 | 0.6 | -0.10 | 28.21 | 280 | -46 | 644 | |||
| 17 Dec | 1333.75 | 0.7 | -0.25 | 23.52 | 437 | -11 | 694 | |||
| 16 Dec | 1346.10 | 0.95 | -0.10 | 21.46 | 787 | 195 | 706 | |||
| 13 Dec | 1344.90 | 1.05 | 0.25 | 18.64 | 455 | 78 | 513 | |||
| 12 Dec | 1329.25 | 0.8 | 0.15 | 19.60 | 272 | 0 | 434 | |||
| 11 Dec | 1327.50 | 0.65 | -0.35 | 18.62 | 291 | -16 | 434 | |||
| 10 Dec | 1330.45 | 1 | -0.05 | 18.87 | 409 | 30 | 450 | |||
| 9 Dec | 1322.30 | 1.05 | -0.45 | 19.74 | 378 | 128 | 419 | |||
| 6 Dec | 1328.75 | 1.5 | -0.65 | 18.49 | 763 | 158 | 294 | |||
| 5 Dec | 1336.50 | 2.15 | 0.95 | 18.25 | 387 | 130 | 133 | |||
| 4 Dec | 1316.05 | 1.2 | 1.20 | 18.73 | 3 | 0 | 0 | |||
| 3 Dec | 1308.40 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 1304.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 1300.10 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 28 Nov | 1286.35 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 1300.70 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 1304.95 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 1300.95 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Icici Bank Ltd. - strike price 1430 expiring on 26DEC2024
Delta for 1430 CE is 0.01
Historical price for 1430 CE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 35.38, the open interest changed by -46 which decreased total open position to 423
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 35.21, the open interest changed by -169 which decreased total open position to 473
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 28.21, the open interest changed by -46 which decreased total open position to 644
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 0.7, which was -0.25 lower than the previous day. The implied volatity was 23.52, the open interest changed by -11 which decreased total open position to 694
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 0.95, which was -0.10 lower than the previous day. The implied volatity was 21.46, the open interest changed by 195 which increased total open position to 706
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 1.05, which was 0.25 higher than the previous day. The implied volatity was 18.64, the open interest changed by 78 which increased total open position to 513
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 0.8, which was 0.15 higher than the previous day. The implied volatity was 19.60, the open interest changed by 0 which decreased total open position to 434
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 0.65, which was -0.35 lower than the previous day. The implied volatity was 18.62, the open interest changed by -16 which decreased total open position to 434
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 18.87, the open interest changed by 30 which increased total open position to 450
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 1.05, which was -0.45 lower than the previous day. The implied volatity was 19.74, the open interest changed by 128 which increased total open position to 419
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 1.5, which was -0.65 lower than the previous day. The implied volatity was 18.49, the open interest changed by 158 which increased total open position to 294
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 2.15, which was 0.95 higher than the previous day. The implied volatity was 18.25, the open interest changed by 130 which increased total open position to 133
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 1.2, which was 1.20 higher than the previous day. The implied volatity was 18.73, the open interest changed by 0 which decreased total open position to 0
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| ICICIBANK 26DEC2024 1430 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1288.40 | 134.8 | 0.00 | - | 0 | 0 | 0 |
| 19 Dec | 1286.90 | 134.8 | 0.00 | - | 0 | 0 | 0 |
| 18 Dec | 1314.15 | 134.8 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 1333.75 | 134.8 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 1346.10 | 134.8 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 1344.90 | 134.8 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 1329.25 | 134.8 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 1327.50 | 134.8 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 1330.45 | 134.8 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 1322.30 | 134.8 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 1328.75 | 134.8 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 1336.50 | 134.8 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 1316.05 | 134.8 | 134.80 | - | 0 | 0 | 0 |
| 3 Dec | 1308.40 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 1304.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 1300.10 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 1286.35 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 1300.70 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 1304.95 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 1300.95 | 0 | 0.00 | 0 | 0 | 0 | |
For Icici Bank Ltd. - strike price 1430 expiring on 26DEC2024
Delta for 1430 PE is -
Historical price for 1430 PE is as follows
On 20 Dec ICICIBANK was trading at 1288.40. The strike last trading price was 134.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Dec ICICIBANK was trading at 1286.90. The strike last trading price was 134.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Dec ICICIBANK was trading at 1314.15. The strike last trading price was 134.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Dec ICICIBANK was trading at 1333.75. The strike last trading price was 134.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Dec ICICIBANK was trading at 1346.10. The strike last trading price was 134.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Dec ICICIBANK was trading at 1344.90. The strike last trading price was 134.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec ICICIBANK was trading at 1329.25. The strike last trading price was 134.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Dec ICICIBANK was trading at 1327.50. The strike last trading price was 134.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Dec ICICIBANK was trading at 1330.45. The strike last trading price was 134.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Dec ICICIBANK was trading at 1322.30. The strike last trading price was 134.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Dec ICICIBANK was trading at 1328.75. The strike last trading price was 134.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Dec ICICIBANK was trading at 1336.50. The strike last trading price was 134.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec ICICIBANK was trading at 1316.05. The strike last trading price was 134.8, which was 134.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec ICICIBANK was trading at 1308.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 2 Dec ICICIBANK was trading at 1304.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 29 Nov ICICIBANK was trading at 1300.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 28 Nov ICICIBANK was trading at 1286.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 27 Nov ICICIBANK was trading at 1300.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 26 Nov ICICIBANK was trading at 1304.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 25 Nov ICICIBANK was trading at 1300.95. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
